Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51669.01 Kr¶

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'New Equity High!!!'
'Max Equity: -----------------------------------------> 51669.01 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 51669.01 Kr¶

Portfolio value: --------------------------> 46271.19 Kr¶

PnL: ---------------------------------------> -617.38 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:04:15.600118'

Anic Portfolio¶

Today¶

Return: 8.715 %¶

This Week¶

Return: 8.715 %¶

Total¶

Return: 69.151 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.000000 780.000000 107.000000 15.900000 673.000000
Nordea Bank Abp 29 0.830000 3543.800000 89.800000 2.600000 3453.999992
HEBA B 70 -3.360000 2716.000000 80.000000 3.030000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.070000 3417.600000 40.600000 1.200000 3377.000000
Resurs Holding 22 -0.870000 604.780000 30.780000 5.360000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.970000 384.000000 29.000000 8.170000 355.000000
Swedbank A 3 0.530000 592.500000 28.500000 5.050000 564.000000
AcadeMedia 12 0.620000 582.960000 25.960000 4.660000 557.000004
OEM International B 7 -0.130000 546.700000 18.700000 3.540000 527.999997
Intrum 4 -0.660000 544.400000 17.400000 3.300000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.670000 578.160000 8.160000 1.430000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.430000 580.270000 3.270000 0.570000 576.999999
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.520000 578.400000 1.400000 0.240000 577.000002
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Fasadgruppen Group 35 3.230000 3808.000000 -3.000000 -0.080000 3810.999990
Midsona B 63 0.330000 569.520000 -13.480000 -2.310000 582.999984
Boozt 12 -2.160000 1634.400000 -19.600000 -1.190000 1653.999996
CTEK 13 -0.510000 507.000000 -27.000000 -5.060000 533.999999
Essity B 2 1.950000 544.800000 -29.200000 -5.090000 574.000000
Sampo Oyj SDB 7 1.020000 3818.500000 -31.500000 -0.820000 3850.000000
International Petroleum Corp. 5 -2.960000 557.000000 -37.570000 -6.320000 594.565215
Beijer Electronics Group 26 4.860000 2917.200000 -53.800000 -1.810000 2971.000006
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
OX2 18 0.930000 1458.900000 -205.100000 -12.330000 1663.999992
Axfood 13 1.870000 3532.100000 -223.900000 -5.960000 3756.000001
Ovzon 52 -1.310000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46271.190000 -617.380000 0.0% 46888.564618

Updated:¶

'2023-01-30 15:04:29.385172'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶